+16.5%
BTDR vs FTI
+1,109.5%
-1,093.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -6.0% |
| 7D | -3.2% | -5.6% | +2.4% | -2.3% |
| 30D | +32.7% | +0.4% | +32.3% | +32.7% |
| 3M | -28.4% | +8.1% | -36.5% | -29.7% |
| 6M | +51.7% | +16.7% | +35.0% | +46.2% |
| YTD | +2.9% | +70.0% | -67.1% | -7.1% |
| 1Y | -15.5% | +85.4% | -100.9% | -25.1% |
| 3Y | 0.0% | +265.9% | -265.9% | -16.7% |
| 5Y | +16.5% | +1,072.7% | -1,056.3% | -1.4% |
| All | +16.5% | +1,109.5% | -1,093.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling